+216.7%
EFA vs VCLT
+103.3%
+113.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +1.2% | +0.3% | +0.9% | +1.1% |
| 30D | -0.7% | -0.6% | -0.2% | -0.6% |
| 3M | +6.4% | -2.2% | +8.6% | +6.8% |
| 6M | +11.4% | -2.9% | +14.3% | +12.0% |
| YTD | +14.0% | -2.1% | +16.0% | +14.5% |
| 1Y | +20.2% | -2.6% | +22.8% | +20.8% |
| 3Y | +68.2% | +12.5% | +55.7% | +65.8% |
| 5Y | +54.8% | -15.3% | +70.1% | +52.3% |
| 10Y | +142.4% | +16.6% | +125.8% | +153.3% |
| All | +216.7% | +103.3% | +113.4% | +366.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VCLT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling